The installation of GDAL for Python used to be quite complicated, requiring you to fiddle with system settings and path variables. It is still possible to install GDAL in various ways, however, we recommend that you use either Anaconda3 or conda, as this is the quickest and easiest way to get started. Other options are using pip install, or using an online repository such as http://gdal.org or Tamas Szekeres Windows binaries (http://www.gisinternals.com/release.php).
However, this might be a little more involved than the options described here. The catch with installing GDAL is that a particular version of the library (that comes in the C language and is installed in a separate system directory from your local Python files) ...